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Risk or regulatory capital? : bringing distributions back in the foreground

Guégan, Dominique; Hassani, Bertrand - 2015

Persistent link: https://www.econbiz.de/10011635443

Financial tail risks in conventional and Islamic stock markets : a comparative analysis

Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82

Persistent link: https://www.econbiz.de/10011800542

An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution

Grimwade, Michael - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 361-380

Persistent link: https://www.econbiz.de/10011980280

What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure

Karkowska, Renata - In: Folia oeconomica Stetinensia : FOS 14 (2014) 2, pp. 114-139

Persistent link: https://www.econbiz.de/10011419194

Extreme risk spillover in financial markets : evidence from the recent financial crisis

Hwang, Jungbin; Kim, Chae-yŏng - In: Seoul journal of economics 28 (2015) 2, pp. 171-198

Persistent link: https://www.econbiz.de/10011311654

Sovereign credit ratings and their impact on recent financial crises

Kräussl, Roman - 2000

This paper discusses the role of the credit rating agencies during the recent financial crises. In particular, it examines whether the agencies can add to the dynamics of emerging market crises. Academics and investors often argue that sovereign credit ratings are responsible for pronounced...

Persistent link: https://www.econbiz.de/10009767693